artfima (version 1.1)

artfima: MLE for ARTFIMA model

Description

Maximum likelihood estimation of the ARTFIMA model as well as the edge cases ARIMA and ARFIMA. Exact MLE and Whittle approximate MLE are implemented.

Usage

artfima(z, glp = c("ARTFIMA", "ARFIMA", "ARIMA"), armaOrder = c(0, 0, 0), 
  constant = TRUE, seQ = TRUE, likAlg = c("Exact", "Whittle"), blueQ = FALSE, 
  fixd = NULL)

Value

• A lengthy list is produced. A terse summary is provided by the associated print method.

Details

TBA

References

TBA

Examples

artfima(Ogden, likAlg = "Whittle")
#
set.seed(323277)
d0 <- 5/6
z <- artSim(n=1000, lambda=0.05, d=5/6)
artfima(z, fixd=d0) #constrained, exact
artfima(z, likAlg="Whittle", fixd=d0) #constrained, Whittle